Publikationer
Generating random variates from a bicompositional Dirichlet distribution
Avdelning/ar:
Publiceringsår: 2012
Språk: Engelska
Sidor: 797-805
Publikation/Tidskrift/Serie: Journal of Statistical Computation and Simulation
Volym: 82
Nummer: 6
Dokumenttyp: Artikel
Förlag: Taylor & Francis
Sammanfattning
A composition is a vector of positive components summing to a constant. The sample space of a composition is the simplex and the sample space of two compositions, a bicomposition, is a Cartesian product of two simplices. We present a way of generating random variates from a bicompositional Dirichlet distribution defined on the Cartesian product of two simplices using the rejection method. We derive a general solution for finding a dominating density function and a rejection constant, and also compare this solution to using a uniform dominating density function. Finally some examples of generated bicompositional random variates, with varying
number of components, are presented.
number of components, are presented.
Disputation
Nyckelord
- Mathematics and Statistics
- Bicompositional Dirichlet distribution
- Composition
- Dirichlet distribution
- Random variate generation
- Rejection method
- Simplex
Övrigt
Published
Yes
- ISSN: 0094-9655

